Just in case anybody is wondering, here is the response I received from HMDAHelp yesterday (5/3/2016):
"Modifications, extensions, consolidation agreements, and renewals are not HMDA reportable.
Modifications are always exempt from HMDA reporting as refinancing. However, when a modification to a loan extends new money for home purchase or home improvement the loan is HMDA reportable. The modification of this loan is similar as it switches the loan to permanent financing which makes it reportable as a home purchase/home improvement, and not a refinance."